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Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.
The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
PhDs awarded to Till Massing und Jan Prüser
The chair of econometrics congratulates Till Massing and Jan Prüser for successfully completing their doctoral studies.
The topic of Till Massing's dissertation is "Stochastic Properties of Student-Lévy Processes with...
Preparatory course in R
This term we will offer a preparatory course in R which gives an introduction to the statistical programming language R.
All students with no or little knowledge in R who want to take the course time series analysis are strongly...
Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.
The paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" by Till Massing et. al. has been accepted by the peer reviewed Journal of Statistics Education.
Paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach"
The paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal of Time Series Analysis. The publication can be viewed here.
Award of Sparkasse Essen
On 5th November 2018, Dr. Yannick Hoga received the economics award of Sparkasse Essen. He received the award, which is endowed with 5.000 €, for his dissertation "Detecting changes in the extremal behavior of time series"....
Publication of "Introduction to Econometrics with R"
The book Introduction to Econometrics with R by Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer has been published in the bookdown archive. The book is part of the project Reproducible Research in der...
Master seminar in Econometrics
An initial meeting for the master seminar will be held on 13.11.2018 at 10:00 in R12 R06 A48.
Further informations on the seminar can be found here.
Wolfgang Wetzel Award for Dr. Yannick Hoga
For his work in change point analysis, extreme value theory and financial econometrics, Dr. Yannick Hoga was awarded the Wolfgang Wetzel Award of the German Statistical Society (DStatG) at this years Statistical Week in Linz. The...
Prof. Dr. Christoph Hanck will serve as associate editor for Empirical Economics
Christoph Hanck will serve, upon invitation of the editors Robert Kunst (Vienna University) and Joakim Westerlund (Lund University), as associate editor of Empirical Economics for, initially, three years.
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